# Tag Info

Here couple pointers to push you back on the right path (so I hope): Start with the payoff function and hence $S(T)$, which consists of $(W(T)-W(t))$ , $W$ being a Brownian Motion under the risk neutral measure) you can greatly simplify by working with a standard normal random variable: $$Y = \frac{-(W(T)-W(t))}{\sqrt{T-t}}$$, which helps to get rid of ...